Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47953.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46558.27 Kr¶

PnL: ---------------------------------------> -330.3 Kr¶

DD now: ---------------------------------> -1.391 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:36:00.457763'

Anic Portfolio¶

Today¶

Return: 0.084 %¶

This Week¶

Return: 0.084 %¶

Total¶

Return: 56.987 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
Boozt 12 0.930000 1701.600000 47.600000 2.880000 1653.999996
AcadeMedia 12 0.930000 598.800000 41.800000 7.500000 557.000004
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
SAAB B 8 -0.810000 3412.000000 35.000000 1.040000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.050000 388.400000 33.400000 9.410000 355.000000
Resurs Holding 22 0.400000 603.460000 29.460000 5.130000 573.999998
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.110000 692.400000 19.400000 2.880000 673.000000
Intrum 4 1.490000 544.000000 17.000000 3.230000 527.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 2.090000 546.400000 14.400000 2.710000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.210000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.290000 565.650000 1.650000 0.290000 564.000000
CTEK 13 1.050000 535.600000 1.600000 0.300000 533.999999
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Nordea Bank Abp 29 0.130000 3453.320000 -0.680000 -0.020000 3453.999992
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -0.830000 572.600000 -1.400000 -0.240000 574.000000
Samhällsbyggnadsbo. i Norden D 12 0.600000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 0.090000 564.480000 -5.520000 -0.970000 570.000000
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
Midsona B 63 0.670000 563.850000 -19.150000 -3.280000 582.999984
International Petroleum Corp. 5 1.820000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.320000 3672.500000 -83.500000 -2.220000 3756.000001
OX2 18 -0.310000 1444.500000 -219.500000 -13.190000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.430000 2979.600000 -382.400000 -11.370000 3361.999992
TOTAL 46558.270000 -330.300000 -1.39147% 46888.564618

Updated:¶

'2023-01-23 09:36:12.784095'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶